Vanguard Small Correlations

VBR Etf

USD 209.01 0.70 0.33%

The current 90-days correlation between Vanguard Small Cap and Vanguard Small Cap Growth is 0.85 (i.e., Very poor diversification). The correlation of Vanguard Small is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Vanguard Small Correlation With Market

Very poor diversification

The correlation between Vanguard Small Cap Value and DJI is 0.85 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Small Cap Value and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Small Cap Value. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in bureau of labor statistics.

Moving together with Vanguard Etf

0.99	IWN	iShares Russell 2000	Pair Corr
0.98	IJJ	iShares SP Mid	Pair Corr
0.99	DFAT	Dimensional Targeted	Pair Corr
0.99	IJS	iShares SP Small	Pair Corr
0.99	SLYV	SPDR SP 600	Pair Corr
0.99	AVUV	Avantis Small Cap Sell-off Trend	Pair Corr
0.97	DES	WisdomTree SmallCap	Pair Corr
0.98	MDYV	SPDR SP 400	Pair Corr
0.97	CALF	Pacer Small Cap Sell-off Trend	Pair Corr
0.61	BITX	Volatility Shares Trust	Pair Corr
0.63	BITU	ProShares Trust Sell-off Trend	Pair Corr
0.61	BTCL	T Rex 2X	Pair Corr
0.65	BTFX	Valkyrie Bitcoin Futures	Pair Corr
0.86	TARK	AXS 2X Innovation	Pair Corr
0.89	DRSK	Aptus Defined Risk	Pair Corr
0.87	BAC	Bank of America Aggressive Push	Pair Corr
0.65	AXP	American Express	Pair Corr
0.69	INTC	Intel Aggressive Push	Pair Corr
0.73	CSCO	Cisco Systems	Pair Corr
0.75	MSFT	Microsoft	Pair Corr
0.78	MMM	3M Company	Pair Corr
0.9	AA	Alcoa Corp	Pair Corr
0.73	GE	GE Aerospace	Pair Corr
0.84	PFE	Pfizer Inc	Pair Corr
0.89	CVX	Chevron Corp	Pair Corr
0.88	DD	Dupont De Nemours	Pair Corr
0.72	HD	Home Depot	Pair Corr
0.85	CAT	Caterpillar	Pair Corr

Moving against Vanguard Etf

0.61	WTID	UBS ETRACS	Pair Corr
0.56	PG	Procter Gamble	Pair Corr
0.42	KO	Coca Cola	Pair Corr
0.38	IBM	International Business	Pair Corr

Related Correlations Analysis

	VOE	VBK	VTV	VB	VO
VOE		0.97	0.98	0.98	0.97	VOE
VBK	0.97		0.97	0.99	0.98	VBK
VTV	0.98	0.97		0.98	0.96	VTV
VB	0.98	0.99	0.98		0.97	VB
VO	0.97	0.98	0.96	0.97		VO
	VOE	VBK	VTV	VB	VO

Vanguard Small Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Small ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Small's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VOE	0.57	0.00	(0.01)	0.11	0.56	(0.61)	1.29	(0.96)	2.82
VBK	0.77	0.02	0.05	0.13	0.73	(0.86)	1.68	(1.41)	3.77
VTV	0.46	0.02	(0.01)	0.13	0.38	(0.49)	0.99	(0.83)	2.35
VB	0.72	0.01	0.04	0.12	0.65	(0.82)	1.57	(1.23)	3.76
VO	0.53	0.01	0.00	0.12	0.46	(0.60)	1.00	(0.82)	2.61

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